+120.5%
EOG vs ILMN
+61.7%
+58.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.3% |
| 7D | -6.0% | -2.6% | -3.4% | -5.7% |
| 30D | +0.9% | -20.6% | +21.5% | +3.9% |
| 3M | +10.9% | +17.5% | -6.6% | +6.7% |
| 6M | +15.8% | +55.6% | -39.8% | +6.0% |
| YTD | +45.8% | +68.3% | -22.5% | +30.7% |
| 1Y | +45.3% | +81.1% | -35.8% | +28.4% |
| 3Y | +36.2% | +112.2% | -76.0% | +11.7% |
| 5Y | +94.0% | -42.6% | +136.6% | +102.4% |
| 10Y | +120.5% | +70.5% | +50.0% | +94.6% |
| All | +120.5% | +61.7% | +58.8% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling